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pro vyhledávání: '"Grindel, Ria"'
Autor:
Dächert, Kerstin, Grindel, Ria, Leoff, Elisabeth, Mahnkopp, Jonas, Schirra, Florian, Wenzel, Jörg
In this paper we consider the strategic asset allocation of an insurance company. This task can be seen as a special case of portfolio optimization. In the 1950s, Markowitz proposed to formulate portfolio optimization as a bicriteria optimization pro
Externí odkaz:
http://arxiv.org/abs/2103.10958
Autor:
Dächert, Kerstin1 (AUTHOR) kerstin.daechert@itwm.fraunhofer.de, Grindel, Ria1 (AUTHOR), Leoff, Elisabeth1 (AUTHOR), Mahnkopp, Jonas1 (AUTHOR), Schirra, Florian1 (AUTHOR), Wenzel, Jörg1 (AUTHOR)
Publikováno v:
OR Spectrum. Jun2022, Vol. 44 Issue 2, p349-373. 25p.